“They’re so happy that I’m not in that relationship anymore and so am I,” the MTV staple, 36, told Page Six on Monday.

Pauly D, real name Paul DelVecchio Jr., first met O’Day, 34, while filming E!’s “Famously Single,” and they dated from early 2016 to July 2017. With both currently appearing on WE tv’s “Marriage Boot Camp: Reality Stars,” the DJ said he too was shocked to hear about his ex’s alleged affair with Donald Trump Jr.

“I found out when the world found out, it was in the press and I said, ‘Oh, wow! That’s crazy,'” Pauly D explained. “Hey listen, she did what she had to do at the time, I guess. The way I feel is I dodged a bullet. I’m glad that I was out of that whole situation.”

As were co-stars Mike “The Situation” Sorrentino, Nicole “Snooki” Polizzi and Angelina Pivarnick, who said Pauly D was “too good” for the former Danity Kane crooner. O’Day later fired back, saying she was “disappointed” by the cast’s remarks.

“They know each other because [Sorrentino] was on [Season 5 of] ‘Marriage Bootcamp’ that she did, so he seen her with a crazy relationship with that guy [Travis Garland of ‘Celebrity Big Brother UK’], and he seen me in a crazy relationship with her. He always has my back as my brother, and he sees that she’s not the right one for me,” he said.

Though O’Day called her relationship with the DJ “torturous,” Pauly D remains puzzled by her choice of words.

“I was very shocked,” he said. “And I’m like, ‘Oh wow, this was a bit dramatic.’ And I’m like, ‘Torturous’? That’s an interesting word. If it was tortuous, why would you stay in a torturous relationship? And I’m the one that left her. I think that’s a little bit fabricated but if that’s the way she feels, it’s a good thing we’re not together anymore.”